Looks like others have had similar issues with this example, which as of right now are going unanswered: Strange Behavior in Browser after login and return · Issue #1 · auth0-blog/gatsby-auth0 · GitHub
Given that Gatsby usage is growing rapidly (I am considering using it for new projects), not having a robust Auth0 example is really turning me off Auth0. I’d really like the Auth0 team to have a look.